Asymmetric loss utility: an analysis of decision under risk
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Other versions of this item:
- Alex Strashny, 2004. "Asymmetric loss utility: an analysis of decision under risk," Game Theory and Information 0405012, University Library of Munich, Germany.
References listed on IDEAS
- Kahneman, Daniel & Tversky, Amos, 1979.
"Prospect Theory: An Analysis of Decision under Risk,"
Econometric Society, vol. 47(2), pages 263-291, March.
- Amos Tversky & Daniel Kahneman, 1979. "Prospect Theory: An Analysis of Decision under Risk," Levine's Working Paper Archive 7656, David K. Levine.
More about this item
Keywordschoice under uncertainty; non-expected utility theory; risk aversion; Allais paradox; Ellsberg paradox; St. Petersburg paradox; equity premium puzzle; decision theory;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2004-02-01 (Risk Management)
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